Abstract
Random variables, sums of independent random variables, random sums, compound Poisson distribution, stochastic processes, Markov processes, diffusion processes, martingales, distribution of aggregate claims, premium calculation, credibility and experience rating, risk exchange and reinsurance, ruin theory, decision theory.
Year
1979
Categories
Financial and Statistical Methods
Loss Distributions
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Actuarial Applications and Methodologies
Valuation
Publications
Introduction to Mathematical Risk Theory; An
